The only problem with Bedmax, I've found, is that the urine tends to pool underneath if you use it on top of rubber matting. It is certainly dust-free and was my bedding of choice for a couple of years after my lad developed copd. Now we use Natural Flake which is similar (large flake) but fluffier and more absorbent.
I loved using Nedzbed Pro but I couldn't get hold of it for several months.
Depending on your supplier, ordinary shavings can be okay too, but they can also be dustier than straw!